The comedian and radio DJ has revealed in a Facebook post that he was depressed at the time of the interview with Libby Powell, from campaign group Christian Concern, on BBC Three Counties Radio.
He said: "I was on the cusp of depression before 3CR [Three Counties Radio] ended. Cusp? Nah. Looking back, I was in it.
"I was depressed. 3CR ending gave enough of a push to send me way, way, way over the edge.
"I'm not very well.
"It's not entirely down to 3CR. My brain isn't wired up properly. Depression isn't necessarily reactive. It's not always because of things. But...things don't help."
Ms Powell was discussing the case of Revd Barry Trayhorn, a prison worker taking his employer to a tribunal amid claims he was forced to resign for reading a Bible verse about homosexuality.
Iain Lee said Revd Trayhorn was "obnoxious" and "poisonous" and said his views, and Ms Powell's were homophobic.
When Ms Powell said homophobia was a fear Mr Lee said it was a "cute answer" but homophobia was a "hatred of gays".
He asked if Revd Trayhorn would embrace gay people and was told by Ms Powell that he would.
"Bit gay," replied Mr Lee.
The BBC admitted the language the presenter used, and the tone in which he conducted the interview, was "at several points inappropriate".
Mr Lee revealed days later he had left his role.
He has now said he has a new job lined up, rumoured to be on a new talk radio station launching on digital radio in 2016.
He added: "Anyway. You've been very kind to me. But honestly, and here's the weird thing, reading nice comments from you lot has mixed results. So. You know. Please. You don't have to."
If you are affected by depression and want to speak to anyone call Premier Lifeline: the National Christian Helpline on 0300 111 0101 (Landline Rate - included in call packages where landline calls are included).